L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension
Purpose – The main motivation of this paper is to present the Yosida approximation of a semi-linear backward stochastic differential equation in infinite dimension. Under suitable assumption and condition, an L2-convergence rate is established. Design/methodology/approach – The authors establish a...
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| Format: | Article |
| Language: | English |
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Emerald Publishing
2025-01-01
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| Series: | Arab Journal of Mathematical Sciences |
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| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/AJMS-09-2023-0024/full/pdf |
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| author | Hani Abidi Rim Amami Roger Pettersson Chiraz Trabelsi |
| author_facet | Hani Abidi Rim Amami Roger Pettersson Chiraz Trabelsi |
| author_sort | Hani Abidi |
| collection | DOAJ |
| description | Purpose – The main motivation of this paper is to present the Yosida approximation of a semi-linear backward stochastic differential equation in infinite dimension. Under suitable assumption and condition, an L2-convergence rate is established. Design/methodology/approach – The authors establish a result concerning the L2-convergence rate of the solution of backward stochastic differential equation with jumps with respect to the Yosida approximation. Findings – The authors carry out a convergence rate of Yosida approximation to the semi-linear backward stochastic differential equation in infinite dimension. Originality/value – In this paper, the authors present the Yosida approximation of a semi-linear backward stochastic differential equation in infinite dimension. Under suitable assumption and condition, an L2-convergence rate is established. |
| format | Article |
| id | doaj-art-de0d77e418914a589d9866ff305fdd96 |
| institution | Kabale University |
| issn | 1319-5166 2588-9214 |
| language | English |
| publishDate | 2025-01-01 |
| publisher | Emerald Publishing |
| record_format | Article |
| series | Arab Journal of Mathematical Sciences |
| spelling | doaj-art-de0d77e418914a589d9866ff305fdd962025-01-24T04:22:17ZengEmerald PublishingArab Journal of Mathematical Sciences1319-51662588-92142025-01-01311829510.1108/AJMS-09-2023-0024L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimensionHani Abidi0Rim Amami1Roger Pettersson2Chiraz Trabelsi3Department of Computer Science and Applied Mathematics, Esprit School of Business, Tunis, TunisiaDepartment of Basic Sciences, Deanship of Preparatory Year and Supporting Studies, Imam Abdulrahman Bin Faisal University, Dammam, Saudi ArabiaDepartment of Mathematics, Linnaeus University, Vaxjo, SwedenDepartment of Sciences and Technologies, Centre Universitaire de Mayotte, Mayotte, FrancePurpose – The main motivation of this paper is to present the Yosida approximation of a semi-linear backward stochastic differential equation in infinite dimension. Under suitable assumption and condition, an L2-convergence rate is established. Design/methodology/approach – The authors establish a result concerning the L2-convergence rate of the solution of backward stochastic differential equation with jumps with respect to the Yosida approximation. Findings – The authors carry out a convergence rate of Yosida approximation to the semi-linear backward stochastic differential equation in infinite dimension. Originality/value – In this paper, the authors present the Yosida approximation of a semi-linear backward stochastic differential equation in infinite dimension. Under suitable assumption and condition, an L2-convergence rate is established.https://www.emerald.com/insight/content/doi/10.1108/AJMS-09-2023-0024/full/pdfBackward stochastic differential equation with jumpsGelfand tripleYosida approximation |
| spellingShingle | Hani Abidi Rim Amami Roger Pettersson Chiraz Trabelsi L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension Arab Journal of Mathematical Sciences Backward stochastic differential equation with jumps Gelfand triple Yosida approximation |
| title | L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension |
| title_full | L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension |
| title_fullStr | L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension |
| title_full_unstemmed | L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension |
| title_short | L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension |
| title_sort | l2 convergence of yosida approximation for semi linear backward stochastic differential equation with jumps in infinite dimension |
| topic | Backward stochastic differential equation with jumps Gelfand triple Yosida approximation |
| url | https://www.emerald.com/insight/content/doi/10.1108/AJMS-09-2023-0024/full/pdf |
| work_keys_str_mv | AT haniabidi l2convergenceofyosidaapproximationforsemilinearbackwardstochasticdifferentialequationwithjumpsininfinitedimension AT rimamami l2convergenceofyosidaapproximationforsemilinearbackwardstochasticdifferentialequationwithjumpsininfinitedimension AT rogerpettersson l2convergenceofyosidaapproximationforsemilinearbackwardstochasticdifferentialequationwithjumpsininfinitedimension AT chiraztrabelsi l2convergenceofyosidaapproximationforsemilinearbackwardstochasticdifferentialequationwithjumpsininfinitedimension |